时变风险溢价、波动性与技术交易规则利润:来自外汇期货市场的证据

Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets

Journal of Financial Economics · 1996
被引 161
人大 AFT50UTD24ABS 4*
金融经济学外汇市场期货市场资产定价计量经济学